Anic Equity¶

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Total return since start: 0.563 %¶

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Equity now: -----------------------------> 47749.65 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46354.69 Kr¶

PnL: ---------------------------------------> -533.88 Kr¶

DD now: ---------------------------------> -1.81 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-24 12:45:10.720506'

Anic Portfolio¶

Today¶

Return: -0.488 %¶

This Week¶

Return: -0.341 %¶

Total¶

Return: 56.32 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 -1.940000 3146.000000 175.000000 5.890000 2971.000006
HEBA B 70 -1.970000 2782.500000 146.500000 5.560000 2636.000010
Corem Property Group B 59 -1.400000 624.220000 47.220000 8.180000 576.999999
AcadeMedia 12 0.000000 602.400000 45.400000 8.150000 557.000004
MedCap 2 -0.430000 463.000000 42.000000 9.980000 421.000000
HMS Networks 2 -0.670000 712.400000 39.400000 5.850000 673.000000
Resurs Holding 22 0.690000 607.860000 33.860000 5.900000 573.999998
Samhällsbyggnadsbo. i Norden B 20 -2.270000 388.000000 33.000000 9.300000 355.000000
SAAB B 8 0.090000 3406.400000 29.400000 0.870000 3377.000000
Boozt 12 -0.430000 1681.200000 27.200000 1.640000 1653.999996
FM Mattsson Mora Group B 50 -0.340000 2950.000000 23.000000 0.790000 2927.000000
Intrum 4 -0.400000 544.200000 17.200000 3.260000 527.000000
Eastnine 4 -0.160000 508.000000 17.000000 3.460000 491.000000
Swedbank A 3 2.060000 580.200000 16.200000 2.870000 564.000000
Fastighetsbolag. Emilshus Pref 21 0.000000 576.450000 14.450000 2.570000 562.000005
Securitas B 6 0.770000 584.400000 14.400000 2.530000 570.000000
Coor Service Management Hold. 8 -0.290000 545.200000 13.200000 2.480000 532.000000
OEM International B 7 -0.900000 539.700000 11.700000 2.220000 527.999997
Norva24 Group 16 -2.270000 552.000000 9.000000 1.660000 543.000000
Nordea Bank Abp 29 0.450000 3459.700000 5.700000 0.170000 3453.999992
Karnov Group 9 -0.170000 540.900000 4.900000 0.910000 536.000004
Handelsbanken A 5 0.370000 548.000000 2.000000 0.370000 546.000000
Samhällsbyggnadsbo. i Norden D 12 -0.960000 246.480000 0.480000 0.200000 246.000000
Creaspac SPAC 6 -0.310000 574.800000 -2.200000 -0.380000 577.000002
CTEK 13 -1.410000 529.100000 -4.900000 -0.920000 533.999999
Midsona B 63 0.110000 570.150000 -12.850000 -2.200000 582.999984
Essity B 2 -1.350000 555.600000 -18.400000 -3.210000 574.000000
International Petroleum Corp. 5 -1.910000 564.000000 -30.570000 -5.140000 594.565215
Sampo Oyj SDB 7 -0.820000 3811.500000 -38.500000 -1.000000 3850.000000
Essity A 4 -1.940000 1110.000000 -39.000000 -3.390000 1149.000000
Vivesto 1368 -1.040000 545.830000 -67.170000 -10.960000 612.999432
Axfood 13 -0.750000 3633.500000 -122.500000 -3.260000 3756.000001
Fasadgruppen Group 35 2.100000 3570.000000 -241.000000 -6.320000 3810.999990
OX2 18 -1.380000 1420.200000 -243.800000 -14.650000 1663.999992
Ovzon 52 -1.070000 2880.800000 -481.200000 -14.310000 3361.999992
TOTAL 46354.690000 -533.880000 -1.81008% 46888.564618

Updated:¶

'2023-01-24 12:45:23.359185'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶